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The Malliavin Calculus and Related Topics
There have been ten years since the publication of the ?rst edition of this book. Since then, new applications and developments of the Malliavin c- culus have appeared. In preparing this second edition we have taken into account some of these new applications, and in this spirit, the book has two ad...
| Cote: | Libro Electrónico |
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| Auteur principal: | |
| Collectivité auteur: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2006.
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| Édition: | 2nd ed. 2006. |
| Collection: | Probability and Its Applications
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| Sujets: | |
| Accès en ligne: | Texto Completo |
Table des matières:
- Analysis on the Wiener space
- Regularity of probability laws
- Anticipating stochastic calculus
- Transformations of the Wiener measure
- Fractional Brownian motion
- Malliavin Calculus in finance
- Malliavin Calculus in finance.